Consolidated Returns as of 30 June 2024
Holding the Xtrackers USD Overnight Rate Swap (XFFE.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~71 years), the longest period with a negative return lasted 256 months (from November 2000 to February 2022).
This means that every rolling period of 257 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Xtrackers USD Overnight Rate Swap (XFFE.DE) ETF: Historical Returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
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The annualized return of the last 10 years has been 3.94% (updated at Jun 30, 2024).
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.79% |
+60.26%
Sep 1980 - Aug 1981 |
-26.17%
Mar 1985 - Feb 1986 |
28.93%
243 out of 840 |
Euro Inflation Adjusted | +0.88% |
+50.43%
Sep 1980 - Aug 1981 |
-26.74%
Mar 1985 - Feb 1986 |
41.55%
349 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.80% |
+39.25%
Oct 1980 - Sep 1982 |
-17.91%
Mar 1985 - Feb 1987 |
24.40%
202 out of 828 |
Euro Inflation Adjusted | +0.70% |
+31.43%
Oct 1980 - Sep 1982 |
-18.00%
Mar 1985 - Feb 1987 |
41.30%
342 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.62% |
+32.94%
Sep 1980 - Aug 1983 |
-13.18%
Jan 1985 - Dec 1987 |
18.14%
148 out of 816 |
Euro Inflation Adjusted | +0.75% |
+26.66%
Sep 1980 - Aug 1983 |
-13.84%
Jan 2002 - Dec 2004 |
40.44%
330 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.62% |
+31.19%
Oct 1980 - Sep 1984 |
-8.20%
Dec 2000 - Nov 2004 |
17.91%
144 out of 804 |
Euro Inflation Adjusted | +1.19% |
+25.94%
Oct 1980 - Sep 1984 |
-10.14%
Dec 2000 - Nov 2004 |
37.56%
302 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.84% |
+29.12%
Mar 1980 - Feb 1985 |
-6.05%
Jun 2001 - May 2006 |
13.76%
109 out of 792 |
Euro Inflation Adjusted | +1.08% |
+24.02%
Mar 1980 - Feb 1985 |
-8.03%
Jun 2001 - May 2006 |
34.09%
270 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.80% |
+25.16%
Oct 1978 - Sep 1984 |
-6.90%
Apr 2002 - Mar 2008 |
10.77%
84 out of 780 |
Euro Inflation Adjusted | +1.23% |
+19.83%
Oct 1978 - Sep 1984 |
-9.01%
Apr 2002 - Mar 2008 |
34.36%
268 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.70% |
+21.84%
Mar 1978 - Feb 1985 |
-5.99%
Jul 2001 - Jun 2008 |
8.59%
66 out of 768 |
Euro Inflation Adjusted | +1.21% |
+16.95%
Mar 1978 - Feb 1985 |
-8.16%
Jul 2001 - Jun 2008 |
35.42%
272 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.72% |
+18.11%
Mar 1977 - Feb 1985 |
-4.11%
Dec 2001 - Nov 2009 |
8.73%
66 out of 756 |
Euro Inflation Adjusted | +1.18% |
+13.55%
Mar 1977 - Feb 1985 |
-6.04%
Dec 2001 - Nov 2009 |
32.01%
242 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.78% |
+16.46%
Mar 1976 - Feb 1985 |
-3.54%
May 2002 - Apr 2011 |
6.59%
49 out of 744 |
Euro Inflation Adjusted | +1.37% |
+11.98%
Mar 1976 - Feb 1985 |
-5.52%
May 2002 - Apr 2011 |
31.59%
235 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.80% |
+16.83%
Mar 1975 - Feb 1985 |
-3.36%
Jul 2001 - Jun 2011 |
8.33%
61 out of 732 |
Euro Inflation Adjusted | +1.37% |
+12.20%
Mar 1975 - Feb 1985 |
-5.31%
Jul 2001 - Jun 2011 |
25.00%
183 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.89% |
+15.32%
Oct 1973 - Sep 1984 |
-2.54%
Feb 2002 - Jan 2013 |
6.25%
45 out of 720 |
Euro Inflation Adjusted | +1.37% |
+10.36%
Mar 1974 - Feb 1985 |
-4.48%
Feb 2002 - Jan 2013 |
25.56%
184 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.92% |
+14.48%
Mar 1973 - Feb 1985 |
-2.38%
Mar 2002 - Feb 2014 |
5.79%
41 out of 708 |
Euro Inflation Adjusted | +1.24% |
+9.64%
Jul 1973 - Jun 1985 |
-4.24%
Mar 2002 - Feb 2014 |
25.14%
178 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.97% |
+13.10%
Mar 1972 - Feb 1985 |
-2.17%
Jul 2001 - Jun 2014 |
4.02%
28 out of 696 |
Euro Inflation Adjusted | +1.15% |
+8.03%
Mar 1972 - Feb 1985 |
-4.02%
Jul 2001 - Jun 2014 |
23.13%
161 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.08% |
+11.66%
Mar 1971 - Feb 1985 |
-1.17%
May 2000 - Apr 2014 |
4.09%
28 out of 684 |
Euro Inflation Adjusted | +1.40% |
+6.93%
Jun 1975 - May 1989 |
-3.14%
May 2000 - Apr 2014 |
23.54%
161 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.06% |
+11.22%
Mar 1970 - Feb 1985 |
-0.53%
Jun 2001 - May 2016 |
2.83%
19 out of 672 |
Euro Inflation Adjusted | +1.35% |
+6.52%
Oct 1978 - Sep 1993 |
-2.18%
Jun 2001 - May 2016 |
20.83%
140 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.15% |
+11.01%
Mar 1969 - Feb 1985 |
-1.14%
Feb 2002 - Jan 2018 |
2.42%
16 out of 660 |
Euro Inflation Adjusted | +1.36% |
+6.13%
Sep 1973 - Aug 1989 |
-2.72%
Feb 2002 - Jan 2018 |
17.58%
116 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.06% |
+10.71%
Mar 1968 - Feb 1985 |
-0.74%
Apr 2001 - Mar 2018 |
3.24%
21 out of 648 |
Euro Inflation Adjusted | +1.31% |
+6.03%
Mar 1968 - Feb 1985 |
-2.39%
Apr 2001 - Mar 2018 |
16.82%
109 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.97% |
+10.44%
Mar 1967 - Feb 1985 |
-0.34%
Jul 2001 - Jun 2019 |
2.04%
13 out of 636 |
Euro Inflation Adjusted | +1.10% |
+5.93%
Mar 1967 - Feb 1985 |
-1.97%
Jul 2001 - Jun 2019 |
14.31%
91 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.02% |
+10.15%
Mar 1966 - Feb 1985 |
-0.63%
Feb 2002 - Jan 2021 |
2.24%
14 out of 624 |
Euro Inflation Adjusted | +1.11% |
+5.91%
Oct 1978 - Sep 1997 |
-2.14%
Feb 2002 - Jan 2021 |
16.35%
102 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.97% |
+9.86%
Mar 1965 - Feb 1985 |
-0.62%
Jun 2001 - May 2021 |
3.10%
19 out of 612 |
Euro Inflation Adjusted | +1.25% |
+6.57%
Nov 1980 - Oct 2000 |
-2.18%
Jun 2001 - May 2021 |
16.34%
100 out of 612 |
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To obtain comprehensive information, please consult the Xtrackers USD Overnight Rate Swap (XFFE.DE) ETF: Historical Returns page.